+296.7%
QCOM vs OKTA
+651.0%
-354.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +5.5% | -6.0% | +11.5% | +7.1% |
| 30D | -1.1% | -23.2% | +22.0% | +4.7% |
| 3M | +7.6% | +18.3% | -10.7% | +2.1% |
| 6M | -20.1% | +112.6% | -132.7% | -35.3% |
| YTD | +3.0% | +106.3% | -103.2% | -17.0% |
| 1Y | +3.2% | +108.0% | -104.8% | -17.1% |
| 3Y | +48.9% | +163.2% | -114.3% | +9.9% |
| 5Y | +21.1% | -30.9% | +51.9% | +12.6% |
| All | +296.7% | +651.0% | -354.3% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OKTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling